+1,123.7%
CAT vs ENPH
+1,936.5%
-812.7%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.4% | -1.7% | -1.3% |
| 7D | +0.6% | +1.5% | -0.9% | +0.4% |
| 30D | -4.5% | -12.9% | +8.3% | -3.5% |
| 3M | -5.8% | -27.1% | +21.3% | -3.4% |
| 6M | +12.7% | -15.4% | +28.2% | +13.3% |
| YTD | +41.4% | +15.0% | +26.4% | +37.6% |
| 1Y | +92.1% | -0.7% | +92.8% | +88.4% |
| 3Y | +197.5% | -69.3% | +266.8% | +210.3% |
| 5Y | +327.9% | -76.7% | +404.6% | +345.0% |
| All | +1,123.7% | +1,936.5% | -812.7% | +885.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ENPH.
Daily Out/Under-Performance
Portfolio return minus ENPH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ENPH return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded ENPH wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling